Optimization over Continuous and Multi-dimensional Decisions with Observational Data

© 2018 Curran Associates Inc.All rights reserved. We consider the optimization of an uncertain objective over continuous and multidimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable, asymptotically...

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Bibliographic Details
Main Authors: Bertsimas, Dimitris J (Author), McCord, Christopher (Author)
Other Authors: Sloan School of Management (Contributor), Massachusetts Institute of Technology. Operations Research Center (Contributor)
Format: Article
Language:English
Published: 2022-01-07T15:48:54Z.
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